+308.3%
SPGI vs MOS
+5.8%
+302.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.8% |
| 7D | +0.1% | +9.5% | -9.4% | -1.5% |
| 30D | +8.4% | +10.4% | -2.0% | +6.4% |
| 3M | +11.8% | +12.9% | -1.0% | +8.8% |
| 6M | +5.7% | +1.2% | +4.5% | +4.1% |
| YTD | -9.7% | +9.3% | -19.0% | -12.9% |
| 1Y | -12.5% | -18.0% | +5.5% | -11.2% |
| 3Y | +21.8% | -29.0% | +50.8% | +24.5% |
| 5Y | +8.2% | -9.6% | +17.8% | -1.1% |
| All | +308.3% | +5.8% | +302.5% | +205.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling